PRT V11 affiche un message d’erreur explicite dans ce cas. Toutes les variables définies dans un timeframe ne peuvent être redéfinies dans un autre timeframe

Le code total d’origine de fantasio ici https://www.prorealcode.com/topic/probleme-multiframe-sur-3-unites-de-temps/#post-132464 devient par exemple

// Définition des paramètres du code
DEFPARAM CumulateOrders = False // Cumul des positions désactivé
//DEFPARAM FLATBEFORE = 091500
//DEFPARAM FLATAFTER = 154500
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
 
//Indicateurs de tendance
Pivot = (DHigh(1) + DLow(1) + DClose(1) + DOpen(0))/4
//Indicateurs de prise de positions
 
//Position acheteuse
//declare the strategy on the 15 minutes timeframe
timeframe(15 minute, updateonclose)
MMA100M15 = (ExponentialAverage[100](close))
MMA300M15 = (ExponentialAverage[300](close))
MMA600M15 = (ExponentialAverage[600](close))
MMA1000M15 = (ExponentialAverage[1000](close))
IndM15 = RSI[7](Close)
xM15 = 0.1 * (IndM15 - 50)
yM15 = (EXP (2 * xM15) - 1) / (EXP (2 * xM15) + 1)
zM15 = 50 * (yM15 + 1)
TimeM15aa = Close > MMA100M15
TimeM15ab = Close > MMA300M15
TimeM15ac = Close > MMA600M15
TimeM15ad = Close > MMA1000M15
TimeM15ae = zM15 < 38.2
buyconditionM15 = (TimeM15aa and TimeM15ab and TimeM15ac and TimeM15ad and TimeM15ae)
 
//declare the strategy on the 5 minutes timeframe
timeframe(5 minute, updateonclose)
MMA100M5 = (ExponentialAverage[100](close))
MMA300M5 = (ExponentialAverage[300](close))
MMA600M5 = (ExponentialAverage[600](close))
MMA1000M5 = (ExponentialAverage[1000](close))
IndM5 = RSI[7](Close)
xM5 = 0.1 * (IndM5 - 50)
yM5 = (EXP (2 * xM5) - 1) / (EXP (2 * xM5) + 1)
zM5 = 50 * (yM5 + 1)
TimeM5aa = Close > MMA100M5
TimeM5ab = Close > MMA300M5
TimeM5ac = Close > MMA600M5
TimeM5ad = Close > MMA1000M5
TimeM5ae = zM5 < 38.2
buyconditionM5 = (TimeM5aa and TimeM5ab and TimeM5ac and TimeM5ad and TimeM5ae)
 
//declare the strategy on the 1 minutes Default
timeframe(1 minute, Default)
MMA100Dft = (ExponentialAverage[100](close))
MMA300Dft = (ExponentialAverage[300](close))
MMA600Dft = (ExponentialAverage[600](close))
MMA1000Dft = (ExponentialAverage[1000](close))
IndDft = RSI[7](Close)
xDft = 0.1 * (IndDft - 50)
yDft = (EXP (2 * xDft) - 1) / (EXP (2 * xDft) + 1)
zDft = 50 * (yDft + 1)
TimeM1aa = Close > Pivot
TimeM1ab = Close > MMA100Dft
TimeM1ac = Close > MMA300Dft
TimeM1ad = Close > MMA600Dft
TimeM1ae = Close > MMA1000Dft
TimeM1af = zDft < 38.2
buyconditiondft = (TimeM1aa and TimeM1ab and TimeM1ac and TimeM1ad and TimeM1ae and TimeM1af)
if (buyconditionM15 and buyconditionM5 and buyconditionDft) and not daysForbiddenEntry then
buy 0.3 share at market
endif
 
//Position Vendeuse
//declare the strategy on the 15 minutes timeframe
timeframe(15 minute, updateonclose)
TimeM15va = Close < MMA100M15
TimeM15vb = Close < MMA300M15
TimeM15vc = Close < MMA600M15
TimeM15vd = Close < MMA1000M15
TimeM15ve = zM15 > 61.8
sellconditionM15 = (TimeM15va and TimeM15vb and TimeM15vc and TimeM15vd and TimeM15ve)
 
//declare the strategy on the 5 minutes timeframe
timeframe(5 minute, updateonclose)
TimeM5va = Close < MMA100M5
TimeM5vb = Close < MMA300M5
TimeM5vc = Close < MMA600M5
TimeM5vd = Close < MMA1000M5
TimeM5ve = zM5 > 61.8
sellconditionM5 = (TimeM5va and TimeM5vb and TimeM5vc and TimeM5vd and TimeM5ve)
 
//declare the strategy on the 1 minutes Default
timeframe(1 minute, Default)
TimeM1va = Close < Pivot
TimeM1vb = Close < MMA100Dft
TimeM1vc = Close < MMA300Dft
TimeM1vd = Close < MMA600Dft
TimeM1ve = Close < MMA1000Dft
TimeM1vf = zDft > 61.8
sellconditionDft = (TimeM1va and TimeM1vb and TimeM1vc and TimeM1vd and TimeM1ve and TimeM1vf)


if (sellconditionM15 and sellconditionM5 and sellconditionDft) and not daysForbiddenEntry then
sellshort 0.3 share at market
endif
 
//************************************************************************
//Stop Loss & Trailing function
SET STOP LOSS 27
trailingstart = 27 //trailing will start @trailinstart points profit
trailingstep = 9 //trailing step to move the "stoploss"
 
//reset the stoploss value
IF NOT ONMARKET THEN
newSL = 0
ENDIF
 
//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL = 0 AND close-tradeprice(1)>trailingstart*pipsize THEN
newSL = tradeprice(1)+trailingstep*pipsize
ENDIF
//next moves
IF newSL > 0 AND close-newSL>trailingstep*pipsize THEN
newSL = newSL+trailingstep*pipsize
ENDIF
ENDIF
 
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL = 0 AND tradeprice(1)-close>trailingstart*pipsize THEN
newSL = tradeprice(1)-trailingstep*pipsize
ENDIF
//next moves
IF newSL > 0 AND newSL-close>trailingstep*pipsize THEN
newSL = newSL-trailingstep*pipsize
ENDIF
ENDIF
 
//stop order to exit the positions
IF newSL > 0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF
 
Graphonprice pivot
Graphonprice MMA100M15
Graphonprice MMA300M15
Graphonprice MMA600M15
Graphonprice MMA1000M15

PRTv11ErreurMTF.jpg

Voici les ITF pour reproduire le problème :

difference_StrategieEtIndicateurMTF1-1.jpg pbEMAStrategievsIndic.itf EMAMTF.itf